Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.352903 0.387976 0.426273 0.471419 0.523466 0.581935 0.653071
2025-02-16 0.307267 0.351677 0.403017 0.467422 0.547010 0.643427 0.771111
2025-02-23 0.268888 0.316786 0.374514 0.450397 0.549358 0.676755 0.857902
2025-03-02 0.238411 0.287278 0.348136 0.431206 0.544466 0.698008 0.930458
2025-03-09 0.222238 0.273574 0.339545 0.432969 0.566144 0.756526 1.064619
2025-03-16 0.212963 0.267547 0.339841 0.445980 0.604186 0.843082 1.258244
2025-03-23 0.202724 0.259110 0.335743 0.451838 0.631885 0.917691 1.449024
2025-03-30 0.192632 0.249906 0.329512 0.453509 0.652810 0.984129 1.641093
2025-04-06 0.182542 0.239853 0.321065 0.450667 0.665698 1.038472 1.823703
2025-04-13 0.169587 0.224809 0.304123 0.432878 0.651409 1.041990 1.902787
2025-04-20 0.163101 0.218688 0.299934 0.434808 0.670721 1.110111 2.141220
2025-04-27 0.157157 0.212947 0.295822 0.436321 0.689226 1.179523 2.404973
2025-05-04 0.150076 0.205300 0.288556 0.432455 0.698512 1.234366 2.659276
2025-05-11 0.144837 0.200122 0.284778 0.434138 0.718390 1.315447 3.019148
2025-05-18 0.137103 0.190680 0.273566 0.421814 0.709484 1.331335 3.196294
2025-05-25 0.129285 0.180732 0.260968 0.406037 0.691940 1.324508 3.301396
2025-06-01 0.125696 0.177234 0.258707 0.408738 0.712381 1.411922 3.765463
2025-06-08 0.124235 0.176995 0.261775 0.421429 0.755356 1.565120 4.568821
2025-06-15 0.121618 0.174742 0.261265 0.427266 0.784266 1.689256 5.357089
2025-06-22 0.118481 0.171477 0.258799 0.429070 0.804330 1.794319 6.154480
2025-06-29 0.114849 0.167224 0.254362 0.426592 0.814134 1.872330 6.894195
2025-07-06 0.109236 0.159461 0.243369 0.410186 0.788939 1.838883 6.992257
2025-07-13 0.106774 0.156870 0.241431 0.412031 0.808300 1.950226 8.077430